+6,123.5%
APD vs MTB
+7,695.2%
-1,571.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +10.6% | +2.4% | +8.2% | +9.7% |
| 3M | +2.5% | -10.5% | +13.0% | +6.4% |
| 6M | +6.0% | +6.4% | -0.4% | +3.3% |
| YTD | +28.4% | +12.8% | +15.6% | +22.3% |
| 1Y | +22.2% | +23.3% | -1.1% | +12.7% |
| 3Y | +26.6% | +108.2% | -81.7% | -4.8% |
| 5Y | +11.8% | +68.6% | -56.8% | -12.7% |
| 10Y | +187.8% | +125.3% | +62.5% | +87.6% |
| All | +6,123.5% | +7,695.2% | -1,571.7% | +1,159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling